+33.1%
IBN vs ACM
-11.5%
+44.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.0% |
| 7D | +14.6% | +6.9% | +7.7% | +13.6% |
| 30D | +23.5% | +19.1% | +4.5% | +21.1% |
| 3M | +14.0% | -6.9% | +20.9% | +15.0% |
| All | +33.1% | -11.5% | +44.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling